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ORCIDJournal of Multivariate Analysis, Volume 160
Volume 160, August 2017
- Andrzej Okolewski
:
Extremal properties of order statistic distributions for dependent samples with partially known multidimensional marginals. 1-9 - Benjamin Colling, Ingrid Van Keilegom:
Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. 10-30 - Nil Kamal Hazra, Mithu Rani Kuiti, Maxim Finkelstein, Asok K. Nanda:
On stochastic comparisons of maximum order statistics from the location-scale family of distributions. 31-41 - François Bachoc, Agnès Lagnoux, Thi Mong Ngoc Nguyen:
Cross-validation estimation of covariance parameters under fixed-domain asymptotics. 42-67 - Léo R. Belzile, Johanna Neslehová:
Extremal attractors of Liouville copulas. 68-92 - Benedikt Bauer, Luc Devroye, Michael Kohler, Adam Krzyzak, Harro Walk:
Nonparametric estimation of a function from noiseless observations at random points. 93-104 - Hyunkeun Cho, Seonjin Kim:
Model specification test in a semiparametric regression model for longitudinal data. 105-116 - Dimitrios Bagkavos, Prakash N. Patil:
A new test of independence for bivariate observations. 117-133 - Manuel Galea, Mário de Castro:
Robust inference in a linear functional model with replications using the t distribution. 134-145 - Nil Kamal Hazra, Maxim Finkelstein, Ji Hwan Cha:
On optimal grouping and stochastic comparisons for heterogeneous items. 146-156 - Rajarshi Guhaniyogi:
Convergence rate of Bayesian supervised tensor modeling with multiway shrinkage priors. 157-168 - Sihai Dave Zhao, T. Tony Cai, Hongzhe Li:
Optimal detection of weak positive latent dependence between two sequences of multiple tests. 169-184 - Stergios B. Fotopoulos:
Symmetric Gaussian mixture distributions with GGC scales. 185-194
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